Time Warner Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0170 | 7.00 | |
| 0.0424 | 16.33 | |
| 0.9427 | 566.89 | |
| 0.0297 | 7.10 |
Estimation Period:
Mar 20, 1992 to Jun 8, 2018
Mar 20, 1992 to Jun 8, 2018
News Impact Curve
Volatility Forecasts
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